An efficient algorithm to simulate a Brownian motion over irregular domains (Q5268747)
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scientific article; zbMATH DE number 6733906
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| English | An efficient algorithm to simulate a Brownian motion over irregular domains |
scientific article; zbMATH DE number 6733906 |
Statements
An Efficient Algorithm to Simulate a Brownian Motion Over Irregular Domains (English)
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20 June 2017
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Brownian motion
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Monte Carlo methods
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partial differential equations
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Euler scheme
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random walk on rectangles
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0.8286301493644714
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0.8054258823394775
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0.7797484993934631
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0.7449698448181152
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0.7404640913009644
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